I've seen Deadman Wonderland, Umineko (which ends at a cliff-hanger ending and would like a second season if possible), Evangelion, School Days (I have different opinions than the ones who hated the anime but I won't state why I liked it and it is the official 100th anime I've seen ), Shiki (love this anime to pieces), Death Note (I hated it since I didn't like how it was executed), Another, The Severing Crime Edge, and a couple of others that I can't name at the moment...

I've seen Deadman Wonderland, Umineko (which ends at a cliff-hanger ending and would like a second season if possible), Evangelion, School Days (I have different opinions than the ones who hated the anime but I won't state why I liked it and it is the official 100th anime I've seen ), Shiki (love this anime to pieces), Death Note (I hated it since I didn't like how it was executed), Another, The Severing Crime Edge, and a couple of others that I can't name at the moment...

Glad to see another shiki. This anime was creepy... And the ending was just f-up.

This isn't a show but it's anime (music video), and it's hands down one of the most, if not the most twisted things I've ever watched. Really freaked me out when I first watched it. MaybeI'm just really sensitive but watch it at your own risk

I definitely agree with those 3. I'd also add Evangelion, Elfen Lied, Deadman Wonderland, Shiki, Attack on TItan, Hellsing Ultimate, Madoka Magica (the concept is at least) and Kara no Kyoukai and Akira (if movies count). Black Lagoon is sort of fucked up if you focus on the twins arc. Also Shuffle! gets sort of dark towards the end.
And Medaka Box Abnormal. While it's not really screwed up, the ending sure is, and catches you off guard like all hell. If you plan on watching it don't look at the spoiler!

Spoiler Alert! Click to show or hide

So yeah. Practically every character is crucified on giant nails. Since the show is more light hearted/comedy despite the second season being more combat based, this was just a big WTF moment for me.

I'm all down for a good horror show for my choice like Higurashi or School Days or something, but lately (expecially after this weeks episode), I'm starting to think Watamote. It's starting to become awkward at a criminal level and it's really hard to watch without cringing into a ball.